problems when estimate a dsge model with news shocks

This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location where you will have to reset your password.
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.

problems when estimate a dsge model with news shocks

Postby zhuang » Sun Mar 14, 2010 10:08 am

Hi everybody
when i estimate a dsge model with news shocks like grohe and uribe(2008 nber working paper), i find problems as follow:
Configuring Dynare ...
[mex] Generalized QZ.
[mex] Sylvester equation solution.
[mex] Kronecker products.
[mex] Sparse kronecker products.

Starting Dynare ...
Starting preprocessing of the model file ...
27 equation(s) found
Processing derivation ...
Processing Order 1... done
Processing Order 2... done
Processing outputs ...
Preprocessing completed.
Starting Matlab computing ...

??? Attempted to access k(1); index out of bounds because numel(k)=0.

Error in ==> draw_prior_density at 114
binf = abscissa(k(1));

Error in ==> plot_priors at 135
[x,f,abscissa,dens,binf,bsup] = draw_prior_density(i);

Error in ==> dynare_estimation_1 at 92
plot_priors

Error in ==> dynare_estimation at 62
dynare_estimation_1(var_list,varargin{:});

Error in ==> dsge_news_est at 350
dynare_estimation(var_list_);

Error in ==> dynare at 102
evalin('base',fname) ;




I am not be able to find the source of the problem. Any thoughts/advice would be greatly appreciated.
Many thanks!!!
Attachments
dsge_news_est.mod
(6.21 KiB) Downloaded 401 times
zhuang
 
Posts: 2
Joined: Sun Mar 14, 2010 9:43 am

Re: problems when estimate a dsge model with news shocks

Postby gabrielbruneau » Sun Jan 15, 2012 5:40 pm

Hello,

You timing is not correct. We should see

z=rho_z*z(-1)+eps_z0+Sz1(-1)+Sz2(-2)+Sz3(-3);
Sz1 = eps_z1;
Sz2 = eps_z2;
Sz3 = eps_z3;
//Sz4 = eps_z4;

instead of

z=rho_z*z(-1)+eps_z0+Sz1+Sz2+Sz3;
Sz1 = eps_z1;
Sz2 = eps_z2;
Sz3 = eps_z3;
//Sz4 = eps_z4;

Good luck,
Gabriel
gabrielbruneau
 
Posts: 5
Joined: Mon Oct 25, 2010 6:50 pm


Return to Dynare contributions and examples

Who is online

Users browsing this forum: No registered users and 2 guests